Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50776.38 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45217.86 Kr¶

PnL: ---------------------------------------> -359.73 Kr¶

DD now: ---------------------------------> -4.413 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:40:36.200773'

Anic Portfolio¶

Today¶

Return: 0.049 %¶

This Week¶

Return: 0.049 %¶

Total portfolio value¶

Return including deposits: 66.229 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Hexatronic Group 15 3.200000 1084.500000 16.800000 1.570000 1067.700000
Orrön Energy 170 -2.420000 2056.150000 15.300000 0.750000 2040.850000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.930000 894.000000 10.800000 1.220000 883.200000
Atrium Ljungberg B 5 0.280000 911.000000 9.500000 1.050000 901.500000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
Latour B 4 -2.360000 860.000000 6.000000 0.700000 854.000000
ASSA ABLOY B 4 -0.910000 996.400000 5.600000 0.570000 990.800000
Addnode Group B 7 -1.890000 908.600000 5.600000 0.620000 903.000000
JM 7 -0.950000 952.700000 4.900000 0.520000 947.800000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
Platzer Fastigheter Holding B 12 -1.120000 951.600000 2.400000 0.250000 949.200000
HEXPOL B 8 -0.830000 956.800000 1.600000 0.170000 955.200000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
SKF B 5 -1.340000 978.250000 0.250000 0.030000 978.000000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Sandvik 4 -1.490000 845.600000 0.000000 0.000000 845.600000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
EQT 4 -1.720000 870.400000 -0.400000 -0.050000 870.800000
Biotage 1 -6.780000 147.100000 -0.400000 -0.270000 147.500000
Catena 2 0.050000 802.400000 -1.200000 -0.150000 803.600000
Hennes & Mauritz B 6 -1.290000 908.400000 -1.560000 -0.170000 909.960000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Alimak Group 12 -0.360000 1002.000000 -2.400000 -0.240000 1004.400000
Gränges 10 3.720000 1032.000000 -4.000000 -0.390000 1036.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.760000 670.800000 -6.200000 -0.920000 677.000001
VEF 788 -0.660000 1891.200000 -6.300000 -0.330000 1897.504000
Investor B 3 -1.080000 647.700000 -10.300000 -1.570000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.130000 2590.980000 -392.600000 -13.160000 2983.577733
TOTAL 45217.860000 -359.730000 -4.41257% 45577.591729

Updated:¶

'2023-06-19 11:40:53.219895'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶